+162.1%
EFV vs RACE
+738.3%
-576.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.5% |
| 7D | +1.7% | +3.9% | -2.2% | +0.5% |
| 30D | +3.4% | +7.4% | -4.0% | +1.0% |
| 3M | -1.7% | +1.6% | -3.3% | -2.4% |
| 6M | +6.4% | +23.3% | -16.9% | -1.4% |
| YTD | +16.3% | +14.7% | +1.6% | +9.7% |
| 1Y | +22.9% | +2.5% | +20.4% | +20.4% |
| 3Y | +92.8% | +28.0% | +64.9% | +67.6% |
| 5Y | +93.5% | +69.8% | +23.7% | +47.5% |
| 10Y | +162.1% | +734.9% | -572.8% | +19.4% |
| All | +162.1% | +738.3% | -576.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling